Actually, all it takes is for you to misshift once and you could have permantly damaged your gears. If you start getting lots of grinding in a particular gear even when you aren't driving like a maniac, most like you'll need to replace the gear or rebuild the gearbox.

I have mis-shifted a 3 or 4 times in my 325is; and it really hurt to know what i did. I was shifting too fast without practising enough first. Fortunately, i do not think i have caused any gear to grind.

Sometimes it could just be that the shifter linkages are worn out (very common). The BMW shifter linkages are actually very sloppy and have lots of play. This usually results in misshifting during spirited driving. If you have a lot of side to side slop (play) you should probably replace or in my opinion upgrade your shifter linkage. Take a look at some nice short shifter kits. You'll want to make sure you buy the entire shifter kit, not just the lever, that won't solve the slop.

Anyways, if you just want to replace your linkages with OEM parts that's fine too. It'll just get sloppy again after a few years. The parts are amazingly cheap, but the labour is not.

The gears located in the gear box are not expensive, labour is expensive.